As of: 2026-08-05
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-08-11 | 6 | 24650.00 | 24660.06 | 10.62 | 0.0061 | 273.47 | 15.34 | HIGH |
| OK | 2026-08-18 | 13 | 24700.00 | 24680.58 | 10.13 | 0.0125 | 380.35 | 4.01 | HIGH |
| OK | 2026-08-25 | 20 | 24700.00 | 24708.45 | 10.20 | 0.0190 | 473.65 | 15.30 | HIGH |
| OK | 2026-09-01 | 27 | 24750.00 | 24728.27 | 10.21 | 0.0254 | 550.67 | 43.95 | HIGH |
| OK | 2026-09-29 | 55 | 24850.00 | 24838.68 | 10.38 | 0.0507 | 800.10 | 18.75 | HIGH |
| OK | 2026-10-27 | 83 | 24950.00 | 24970.32 | 10.44 | 0.0755 | 992.78 | 29.44 | HIGH |
| OK | 2026-12-29 | 146 | 25000.00 | 25243.33 | 10.81 | 0.1326 | 1384.15 | 0.00 | LOW |
| OK | 2027-03-30 | 237 | 25500.00 | 25652.66 | 10.83 | 0.2164 | 1784.05 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 328 | 0.00 | 0.00 | N/A | 0.8987 | 0.00 | 0.00 | N/A |